×

A statistical method for tuning a computer code to a data base. (English) Zbl 1077.62547

Summary: A statistical procedure is described for estimation of unknown parameters (constants) in a complex computer model from an observational or experimental data base. The approach provides accuracy assessments of the estimates. An application is given to a computer code which models nuclear fusion reactors.

MSC:

62P35 Applications of statistics to physics
62P99 Applications of statistics
68U99 Computing methodologies and applications

Software:

spatial
Full Text: DOI

References:

[1] Aslett, A.; Buck, R. J.; Duvall, S. G.; Sacks, J.; Welch, W. J.: Circuit optimization via sequential computer experiments: design of an output buffer. J. roy. Statist. soc. Ser. C 47, 31-48 (1998) · Zbl 0904.62118
[2] Bates, R. A.; Buck, R. J.; Riccomagno, E.; Wynn, H. P.: Experimental design and observations for large systems (with discussion). J. roy. Statist. soc. Ser. B 58, 77-111 (1996) · Zbl 0850.62627
[3] Bates, D.; Watts, D.: Nonlinear regression analysis and its application.. (1988) · Zbl 0728.62062
[4] Capodieci, L.; Subramanian, R.; Rangarajan, B.; Heavlin, W. D.: Novel methodology for postexposure bake calibration and optimization based on electrical linewidth measurement and process metamodeling. J. vac. Sci. technol. Ser. B 16, 3752-3758 (1998)
[5] Craig, P.S., Goldstein, M., Seheult, A.H., Smith, J.A., 1996. Bayes linear strategies for matching hydrocarbon resevoir history. In: J.M. Bernardo, et al. (Eds.), Bayesian Statistics 5. Oxford University Press, Oxford, pp. 69–95.
[6] Cressie, N.: Statistics for spatial data.. (1991) · Zbl 0799.62002
[7] Diggle, P. J.; Tawn, J. A.; Moyeed, R. A.: Model-based geostatistics (with discussion). J. roy. Statist. soc. Ser. C 47, 299-350 (1998) · Zbl 0904.62119
[8] Gregory, A. W.; Smith, G. W.: Calibration as estimation.. Econom. rev. 9, 57-89 (1990) · Zbl 0726.62175
[9] Haerdle, W.: Applied nonparametric regression.. (1990)
[10] Jennrich, R.: Asymptotic properties of nonlinear least squares estimates. Ann. math. Statist. 40, 633-643 (1969) · Zbl 0193.47201
[11] Kennedy, M., O’Hagan, A., 1998. Bayesian calibration of complex computer models. Technical Report 98-10, Nottingham Statistics Group.
[12] Mckay, M. D.; Conover, W. J.; Beckman, R. J.: A comparison of three methods for selecting values of input variables in the analysis of output from a computer code. Technometrics 21, 239-245 (1979) · Zbl 0415.62011
[13] Miller, D.; Frenklach, M.: Sensitivity analysis and parameter estimation in dynamic modeling of chemical kinetics. Internat. J. Chem. kinetics 15, 677-696 (1983)
[14] Lehmann, E.: Theory of point estimation.. (1983) · Zbl 0522.62020
[15] Park, J.S., 1991. Tuning complex computer codes to data and optimal designs. Unpublished Ph.D. Thesis, University of Illlinois, Champaign/Urbana.
[16] Ripley, B.: Spatial statistics.. (1981) · Zbl 0583.62087
[17] Sacks, J.; Welch, W.; Mitchell, T.; Wynn, H.: Design and analysis of computer experiments (with discussion).. Statist. sci. 4, 409-435 (1989) · Zbl 0955.62619
[18] Singer, C.; Post, D.; Mikkelsen, D.; Redi, M.; Mckenney, A.; Silverman, A.; Seidl, F.; Rutherford, P.; Hawryluk, R.; Langer, W.; Foote, L.; Heifetz, D.; Houlberg, W.; Hughes, M.; Jensen, R.; Lister, G.; Ogden, J.: Baldur: a one-dimensional plasma transport code. Comput. phys. Comm. 49, 275-398 (1988)
[19] Wesson, J.: Tokamaks.. (1987) · Zbl 1111.82054
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.